Unzip msys_mingw8.zip to whereever you want to keep it (I put mine on the root of the C drive.) It will create a top level directory called msys and a directory tree underneath containing all necessary files for msys/mingw operation.

Create a src directory somewhere convenient. I used /src (C:\msys\src if looking at it from outside msys.)

Unzip tcl8411-src.zip into the src directory

Unzip tk8411-src.zip into the src directory (optional)

Unzip thread262.zip into the src directory

Unzip tclBlend133.zip into the src directory

Third (Install JDK):

Go to java.sun.com

download/install desired jdk/j2sdk to somewhere either in the msys directory tree or wherever else desired.

NOTE: In the Tcl Blend build the path /c/j2sdk1.4.2 is used. This is a unix style path alias for C:/j2sdk1.4.2. If your JDK install is in another location then you would need to pass another path. For example, a JDK installed in C:/jdk131 would be passed as --with-jdk=/c/jdk131. Note also that the client VM is used by default.

NOTE: At this point Everything is installed and should be working. You could delete /build and /src if you wanted to. You will find it all in /opt/tclblend (C:\msys\opt\tclblend). Run TclBlend from the msys shell by starting the jtclsh or jwish scripts found in /opt/tclblend/bin. Run TclBlend from a cmd.exe shell or from the Windows explorer via the jtclsh.bat batch file found in C:\msys\opt\tclblend\bin. These scripts will setup all the environment variables needed to run Tcl Blend. Note that Msys + Mingw is required to build Tcl Blend under Windows, but Msys + Mingw is not required once Tcl Blend has been installed.